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A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed - In: Journal of econometrics 203 (2018) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10011974601
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Bidding frictions in ascending auctions
Barkley, Aaron; Groeger, Joachim R.; Miller, Robert Allen - In: Journal of econometrics 223 (2021) 2, pp. 376-400
Persistent link: https://www.econbiz.de/10012619976
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The browser war : analysis of Markov Perfect Equilibrium in markets with dynamic demand effects
Jenkins, Mark; Liu, Paul; Matzkin, Rosa L.; McFadden, Daniel - In: Journal of econometrics 222 (2021) 1,1, pp. 244-260
Persistent link: https://www.econbiz.de/10012619400
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Identification of dynamic games with unobserved heterogeneity and multiple equilibria
Luo, Yao; Xiao, Ping; Xiao, Ruli - In: Journal of econometrics 226 (2022) 2, pp. 343-367
Persistent link: https://www.econbiz.de/10013461532
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Nested pseudo likelihood estimation of continuous-time dynamic discrete games
Blevins, Jason R.; Kim, Minhae - In: Journal of econometrics 238 (2024) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10015073885
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Identification and estimation of dynamic structural models with unobserved choices
Hu, Yingyao; Xin, Yi - In: Journal of econometrics 242 (2024) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10015075225
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Robust out-of-sample inference
McCracken, Michael W. - In: Journal of econometrics 99 (2000) 2, pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
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Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A. - In: Journal of econometrics 99 (2000) 2, pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
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Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie; Torrès, Olivier - In: Journal of econometrics 99 (2000) 2, pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S. - In: Journal of econometrics 99 (2000) 2, pp. 291-315
Persistent link: https://www.econbiz.de/10001511972